-66.3%
ASAN vs SPY
+145.6%
-211.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +1.2% |
| 7D | -8.5% | +2.6% | -11.1% | -13.5% |
| 30D | -1.0% | -2.0% | +1.0% | +2.4% |
| 3M | -1.6% | -2.8% | +1.2% | +3.5% |
| 6M | +70.1% | +2.1% | +67.9% | +59.8% |
| YTD | -29.2% | +11.5% | -40.7% | -45.6% |
| 1Y | -23.2% | +13.5% | -36.7% | -43.5% |
| 3Y | -49.5% | +77.7% | -127.2% | -86.3% |
| 5Y | -93.1% | +72.6% | -165.8% | -97.8% |
| All | -66.3% | +145.6% | -211.8% | -91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling